SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Price and earnings momentum: An explanation using return decomposition · Study

ArticleShelves

ArticlePrice and earnings momentum: An explanation using return decomposition

Mike Qinghao Mao2014

OA

Articlegreen2014

Price and earnings momentum: An explanation using return decomposition

Mike Qinghao Mao · K.C. John Wei

20 citations·0/0 files stored·Journal of Empirical Finance

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Stock Market Forecasting Methods

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 20 citations exist upstream.

References

1993Common risk factors in the returns on stocks and bonds 1992The Cross-Section of Expected Stock Returns 1973Risk, Return, and Equilibrium: Empirical Tests 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency 1996Multifactor Explanations of Asset Pricing Anomalies 1973An Intertemporal Capital Asset Pricing Model 1968An Empirical Evaluation of Accounting Income Numbers 1998Investor Psychology and Security Market Under‐ and Overreactions

Cited by

2013What Drives Stock Price Movements?2016A comparison of alternative cash flow and discount rate news proxies

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2016Momentum and Reversal: Does What Goes Up Always Come Down?article · 24 shared references 2008Momentum Profits, Factor Pricing, and Macroeconomic Riskarticle · 23 shared references 2015Cash-Flow News and the Investment Effect in the Cross Section of Stock Returnsarticle · 23 shared references 2013Does revenue momentum drive or ride earnings or price momentum?article · 22 shared references 2005Momentum Profits, Factor Pricing, and Macroeconomic Riskpreprint · 21 shared references 2010Risk adjustment and momentum sourcesarticle · 21 shared references

Details

Year2014

Typearticle

Published2014-04-24

VenueJournal of Empirical Finance

ISSN-L0927-5398

Languageen

Citations20

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.1016/j.jempfin.2014.04.003

openalex_workW2073769646

Links

Imported from OpenAlex (CC0) — nothing here is generated.